DerivativesTradePositionSetReportV01auth.090.001.01

DerivativesTradePositionSetReportV01
DerivsTradPosSetRpt
Mandatory
Aggregated Position
AggtdPos
Mandatory
Data Set Action
DataSetActn
Choice
Report
Rpt
Choice
Reference Date
RefDt
Mandatory
Position Set
PosSet
Repetition (0..n)
Currency Position Set
CcyPosSet
Repetition (0..n)
Collateral Position Set
CollPosSet
Repetition (0..n)
Dimensions
Dmnsns
Mandatory
Metrics
Mtrcs
Mandatory
Total
Ttl
Optional
Number Of Reports
NbOfRpts
Optional
Initial Margin
InitlMrgn
Optional
Variation Margin
VartnMrgn
Optional
Excess Cash
XcssCsh
Optional
Posted
Pstd
Optional

Received

Rcvd
Optional

Definition: Value received by the reporting counterparty.

Type: ActiveOrHistoricCurrencyAnd20Amount (Decimal)

Restrictions:

  • FractionDigits: 19
  • TotalDigits: 20
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveOrHistoricCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Clean
Clean
Optional
Currency Collateral Position Set
CcyCollPosSet
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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